Konstantinos(Kostas) Tsiveriotis

Konstantinos(Kostas) Tsiveriotis

Quantitative Analyst - Equity Portfolio Strategies

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  • Timeline

  • About me

    Managing Director at Gestron Asset Management S.A.

  • Education

    • PSPA, Athens Greece

      1975 - 1981
      High School / Lyceum
    • Massachusetts Institute of Technology

      1988 - 1992
      PhD Chemical Engineering

      Activities and Societies: Minor in Management, Sloan School of Management Research Areas: nonlinear dynamics, numerical methods, supercomputing

    • National Technical University of Athens

      1981 - 1986
      Diploma Chemical Engineering
    • Massachusetts Institute of Technology

      1986 - 1988
      MS Chemical Engineering
    • INSEAD

      2021 - 2022
      International Directors Program
  • Experience

    • Credit Suisse

      Jun 1992 - Jun 1995
      Quantitative Analyst - Equity Portfolio Strategies

      Developed portfolio optimization methods and computer guided trading strategies.

    • Morgan Stanley

      Jul 1995 - May 1998
      Vice President

      Modeling and Trading of Equity Structured Products & Convertible Bonds. Co-developed the Tsiveriotis-Fernandes model for convertible bonds.

    • Deutsche Bank

      Apr 1998 - Mar 2005
      Director, Proprietary Trading

      Managed Long-Short Equity Strategies. Discretionary trading and computer guided statistical arbitrage trading. Seven year Sharpe ratio of 2.4.

    • Public Debt Management Agency

      Apr 2005 - Mar 2008
      Deputy Director General

      Liability management of EUR 250 Billion National Debt portfolio.

    • Eurobank

      Apr 2008 - Mar 2014

      In Charge of the Treasury business (Trading, Sales & Structuring) in the Group's CEE subsidiary banks. Liability management solutions for sovereigns and corporates. Asset-liability management products for institutional clients. Structuring/derivatives in interest rates, inflation, FX and commodities.

      • Group Treasurer

        Dec 2013 - Mar 2014
      • Head of Global Markets International

        Oct 2010 - Nov 2013
      • Head of Structuring

        Apr 2008 - Sept 2010
    • Eurobank Private Bank Luxembourg

      Apr 2014 - Mar 2022
      CEO
    • Gestron Asset Management

      Apr 2022 - now
      Managing Director
  • Licenses & Certifications

    • International Directors Programme

      INSEAD Executive Education
      Jun 2022
      View certificate certificate
    • Data Science and Big Data Analytics: Making Data-Driven Decisions

      MIT xPRO
      Jul 2019